Statalist The Stata Listserver


[Date Prev][Date Next][Thread Prev][Thread Next][Date index][Thread index]

RE: st: RE: Inverse mills ratio and ordered logit


From   Antoine Terracol <Antoine.Terracol@univ-paris1.fr>
To   statalist@hsphsun2.harvard.edu
Subject   RE: st: RE: Inverse mills ratio and ordered logit
Date   Mon, 09 Oct 2006 13:14:32 +0200

François Bourguignon, Martin fournier and Marc Gurgand have written a command to correct for selectivity bias when the selection process is multinomial logit (not ordered logit).

The Stata command can be downloaded from here : http://www.pse.ens.fr/gurgand/selmlog13.html
and the paper from here : http://ideas.repec.org/p/del/abcdef/2004-20.html

Although it deals with multinomial rather than ordered selection process, it might give you some insight on how to solve your problem.

Best,
Antoine

Maarten Buis <M.Buis@fsw.vu.nl> a écrit :


Roberto,
I'm no expert on ordered probit with a selection equation,
but if the 'normal' heckman twostage model needs a
correction than the 'ordered probit' heckman twostage model
will probably also need a correction. However, I don't know
the correction, nor know of any published work on it (but
since I am no expert, that does not mean much).
Alternatively, you could implement the model using Stata's
-ml- command. The maximum likelihood estimates don't need a
correction.

Since this isn't much of an answer, I have forwarded this
message to the statalist in the hope somebody else can give
you more advise. (Even if I knew the answer it would be good
to let such a discussion go over the statalist, because:
a) I might make a mistake and somebody else might catch it,
and b) other people may be following this thread and want to
know the answer.

HTH,
Maarten

-----------------------------------------
Maarten L. Buis
Department of Social Research Methodology
Vrije Universiteit Amsterdam
Boelelaan 1081
1081 HV Amsterdam
The Netherlands

visiting adress:
Buitenveldertselaan 3 (Metropolitan), room Z434

+31 20 5986715

http://home.fsw.vu.nl/m.buis/
-----------------------------------------

--- Roberto Fontana  wrote:
I agree with you that proit - oprobit is the best option.
To my knowledge, simply using the IMR does not correct the standard errors
in the second stage (or does it?). Are you aware of a procedure in Stata
that allows to correct them? More in general do you know a published paper
that have employed the two-stage procedure with probit-oprobit and Mills ratio?


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/

--
Ce message a ete verifie par MailScanner
pour des virus ou des polluriels et rien de
suspect n'a ete trouve.




--
Ce message a ete verifie par MailScanner
pour des virus ou des polluriels et rien de
suspect n'a ete trouve.


*
*   For searches and help try:
*   http://www.stata.com/support/faqs/res/findit.html
*   http://www.stata.com/support/statalist/faq
*   http://www.ats.ucla.edu/stat/stata/



© Copyright 1996–2014 StataCorp LP   |   Terms of use   |   Privacy   |   Contact us   |   What's new   |   Site index